/// <summary>
/// Initializes a new instance of the <see cref="OrderModified"/> class.
/// </summary>
/// <param name="accountId">The event account identifier.</param>
/// <param name="orderId">The event order identifier.</param>
/// <param name="orderIdBroker">The event broker order identifier.</param>
/// <param name="modifiedQuantity">The event order modified quantity.</param>
/// <param name="modifiedPrice">The event order modified price.</param>
/// <param name="modifiedTime">The event order modification accepted time.</param>
/// <param name="eventId">The event identifier.</param>
/// <param name="eventTimestamp">The event timestamp.</param>
public OrderModified(
AccountId accountId,
OrderId orderId,
OrderIdBroker orderIdBroker,
Quantity modifiedQuantity,
Price modifiedPrice,
ZonedDateTime modifiedTime,
Guid eventId,
ZonedDateTime eventTimestamp)
: base(
orderId,
EventType,
eventId,
eventTimestamp)
{
Debug.NotDefault(modifiedTime, nameof(modifiedTime));
Debug.NotDefault(eventId, nameof(eventId));
Debug.NotDefault(eventTimestamp, nameof(eventTimestamp));
this.AccountId = accountId;
this.OrderIdBroker = orderIdBroker;
this.ModifiedQuantity = modifiedQuantity;
this.ModifiedPrice = modifiedPrice;
this.ModifiedTime = modifiedTime;
}
private OrderWorking GenerateOrderWorkingEvent(ExecutionReport message)
{
var orderId = this.GetOrderId(message);
var orderIdBroker = new OrderIdBroker(message.GetField(Tags.OrderID));
var symbol = this.GetSymbol(message.GetField(Tags.Symbol));
var orderSide = FxcmMessageHelper.GetOrderSide(message.GetField(Tags.Side));
var orderType = FxcmMessageHelper.GetOrderType(message.GetField(Tags.OrdType));
var quantity = Quantity.Create(message.GetDecimal(Tags.OrderQty));
var price = FxcmMessageHelper.GetOrderPrice(orderType, message);
var timeInForce = FxcmMessageHelper.GetTimeInForce(message.GetField(Tags.TimeInForce));
var expireTime = FxcmMessageHelper.GetExpireTime(message);
var workingTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime));
return(new OrderWorking(
this.accountId,
orderId,
orderIdBroker,
symbol,
orderSide,
orderType,
quantity,
price,
timeInForce,
expireTime,
workingTime,
this.NewGuid(),
this.TimeNow()));
}
private OrderAccepted GenerateOrderAcceptedEvent(ExecutionReport message)
{
var orderId = this.GetOrderId(message);
var orderIdBroker = new OrderIdBroker(message.GetField(Tags.OrderID));
var acceptedTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime));
return(new OrderAccepted(
this.accountId,
orderId,
orderIdBroker,
acceptedTime,
this.NewGuid(),
this.TimeNow()));
}
private OrderModified GenerateOrderModifiedEvent(ExecutionReport message)
{
var orderId = this.GetOrderId(message);
var orderIdBroker = new OrderIdBroker(message.GetField(Tags.OrderID));
var orderType = FxcmMessageHelper.GetOrderType(message.GetField(Tags.OrdType));
var quantity = message.IsSetField(Tags.LeavesQty)
? Quantity.Create(message.GetDecimal(Tags.LeavesQty))
: Quantity.Create(message.GetDecimal(Tags.OrderQty));
var price = FxcmMessageHelper.GetOrderPrice(orderType, message);
var modifiedTime = FxcmMessageHelper.ParseTimestamp(message.GetField(Tags.TransactTime));
return(new OrderModified(
this.accountId,
orderId,
orderIdBroker,
quantity,
price,
modifiedTime,
this.NewGuid(),
this.TimeNow()));
}
/// <summary>
/// Initializes a new instance of the <see cref="OrderAccepted"/> class.
/// </summary>
/// <param name="accountId">The event account identifier.</param>
/// <param name="orderId">The event order identifier.</param>
/// <param name="orderIdBroker">The event order identifier from the broker.</param>
/// <param name="acceptedTime">The event accepted time.</param>
/// <param name="eventId">The event identifier.</param>
/// <param name="eventTimestamp">The event timestamp.</param>
public OrderAccepted(
AccountId accountId,
OrderId orderId,
OrderIdBroker orderIdBroker,
ZonedDateTime acceptedTime,
Guid eventId,
ZonedDateTime eventTimestamp)
: base(
orderId,
EventType,
eventId,
eventTimestamp)
{
Debug.NotDefault(acceptedTime, nameof(acceptedTime));
Debug.NotDefault(eventId, nameof(eventId));
Debug.NotDefault(eventTimestamp, nameof(eventTimestamp));
this.OrderIdBroker = orderIdBroker;
this.AccountId = accountId;
this.AcceptedTime = acceptedTime;
}
/// <summary>
/// Initializes a new instance of the <see cref="OrderWorking"/> class.
/// </summary>
/// <param name="accountId">The event account identifier.</param>
/// <param name="orderId">The event order identifier.</param>
/// <param name="orderIdBroker">The event order identifier from the broker.</param>
/// <param name="symbol">The event symbol.</param>
/// <param name="orderSide">The event order side.</param>
/// <param name="orderType">The event order type.</param>
/// <param name="quantity">The event order quantity.</param>
/// <param name="price">The event order price.</param>
/// <param name="timeInForce">The event order time in force.</param>
/// <param name="expireTime">The event order expire time.</param>
/// <param name="workingTime">The event order accepted time.</param>
/// <param name="eventId">The event identifier.</param>
/// <param name="eventTimestamp">The event timestamp.</param>
public OrderWorking(
AccountId accountId,
OrderId orderId,
OrderIdBroker orderIdBroker,
Symbol symbol,
OrderSide orderSide,
OrderType orderType,
Quantity quantity,
Price price,
TimeInForce timeInForce,
ZonedDateTime?expireTime,
ZonedDateTime workingTime,
Guid eventId,
ZonedDateTime eventTimestamp)
: base(
orderId,
EventType,
eventId,
eventTimestamp)
{
Condition.NotDefault(orderSide, nameof(orderSide));
Condition.NotDefault(orderType, nameof(orderType));
Condition.NotDefault(timeInForce, nameof(timeInForce));
Debug.NotDefault(workingTime, nameof(workingTime));
Debug.NotDefault(eventId, nameof(eventId));
Debug.NotDefault(eventTimestamp, nameof(eventTimestamp));
this.AccountId = accountId;
this.OrderIdBroker = orderIdBroker;
this.Symbol = symbol;
this.OrderSide = orderSide;
this.OrderType = orderType;
this.Quantity = quantity;
this.Price = price;
this.TimeInForce = timeInForce;
this.ExpireTime = expireTime;
this.WorkingTime = workingTime;
}
